+1,708.0%
ASML vs SEDG
+106.4%
+1,601.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.6% | +6.3% | +1.7% |
| 7D | -1.0% | +1.4% | -2.4% | -1.3% |
| 30D | -6.2% | +8.3% | -14.5% | -8.0% |
| 3M | -10.5% | -40.7% | +30.2% | -3.2% |
| 6M | +22.9% | -3.9% | +26.8% | +17.7% |
| YTD | +59.5% | +20.2% | +39.3% | +44.5% |
| 1Y | +112.6% | +17.6% | +95.0% | +88.7% |
| 3Y | +177.4% | -76.6% | +254.0% | +197.8% |
| 5Y | +107.3% | -87.1% | +194.3% | +143.4% |
| All | +1,708.0% | +106.4% | +1,601.5% | +1,200.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SEDG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling